The Berry–Esseen Bounds for Sample Rescaled Poly-Variograms

DOI10.1080/03610926.2013.781650zbMath1337.60027OpenAlexW1969734442MaRDI QIDQ3458103

K. H. Wu, Kyo-Shin Hwang, Wen Sheng Wang

Publication date: 8 December 2015

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.781650

zbMATH Keywords

time series analysisBerry-Esseen boundsunit-root testsample rescaled poly-variograms

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Large deviations (60F10) Sample path properties (60G17)

Cites Work

• Unnamed Item
• Unnamed Item
• Consistency properties of least squares estimates of autoregressive parameters in ARMA models
• Limiting distributions of least squares estimates of unstable autoregressive processes
• Normal approximation under local dependence.
• Testing for a unit root in time series regression
• Increment-Vector Methodology: Transforming Non-Stationary Series to Stationary Series

This page was built for publication: The Berry–Esseen Bounds for Sample Rescaled Poly-Variograms